(Amount in Rs. crore)

For the Week Ended May 12, 2006

For the Week Ended May 19, 2006

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2006-07

156

5.6206

6.3350

80

5.7623

5.8472

2007-08

618

6.3099

6.6771

750

6.3357

6.4707

2008-09

287

6.4448

7.3838

680

6.5603

7.4269

2009-10

1,331

6.7314

7.0472

21

6.8810

7.0954

2010-11

517

6.9094

7.1203

245

6.9811

7.0252

2011-12

1,121

6.0955

7.1047

2,077

6.0963

7.2500

2012-15

2,802

6.2387

7.3663

2,538

6.2390

7.5107

2015-16

30

7.4568

7.5043

275

6.1193

6.1193

Beyond 2016

7,546

7.4831

8.1236

7,195

7.5363

8.1833

2.

State Government Securities

645

7.4980

8.0000

1,052

6.9000

8.0500

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

165

5.4394

6.4993

93

5.4028

5.4499

(b) 15 - 91 Days

1,248

5.4604

5.6700

1,098

5.5405

5.7000

(c) 92 - 182 Days

556

5.5801

5.8999

1,095

5.6549

6.0301

(d) 183 - 364 Days

480

5.8900

6.2532

505

5.8251

6.2705

II.

RBI* : Sales

1,172

124

: Purchase

35

15

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

45,464

3.50 (1)

7.70

(30)

39,296

4.30

(1)

7.70

(30)

2.

State Govt. Securities

1,317

4.50 (1)

5.35

(3)

2,165

5.00

(1)

5.35

(7)

3.

91 Day Treasury Bills

1,038

4.85 (1)

5.35

(4)

960

4.90

(1)

5.35

(3)

4.

182 Day Treasury Bills

1,247

5.05 (1)

5.45

(3)

377

4.75

(3)

5.20

(3)

5.

364 Day Treasury Bills

5,699

4.50 (1)

5.40

(4)

2,972

4.90

(1)

5.40

(3)

IV. RBI : Repo £^

—

—

—

—

—

—

: Reverse Repo !

3,11,810

5.50

5.50

2,93,415

5.50

5.50

@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly
98 per cent of the total transactions in the country.
*:RBI's sales and purchases include transactions in other offices also.
£:Represent the first leg of transactions.
^:Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000 (See Table 9).
!:Includes Reverse Repo auctions under Liquidity Adjustment Facility.
**:Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of
Non-standard lot size (Less than Rs.5 crore).
Note:Figures in brackets indicate Repo Period.